+519.4%
AG vs COPX
+200.8%
+318.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.1% | +1.3% |
| 7D | -0.1% | +6.0% | -6.1% | -5.0% |
| 30D | +12.5% | +6.4% | +6.0% | +6.7% |
| 3M | +28.2% | +19.3% | +8.9% | +11.3% |
| 6M | -18.8% | +16.2% | -35.1% | -27.0% |
| YTD | +27.4% | +33.2% | -5.8% | +4.6% |
| 1Y | +132.2% | +90.2% | +42.0% | +44.9% |
| 3Y | +286.9% | +175.7% | +111.2% | +83.2% |
| 5Y | +72.8% | +193.1% | -120.3% | -22.7% |
| 10Y | +74.6% | +619.4% | -544.8% | -65.8% |
| All | +519.4% | +200.8% | +318.6% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COPX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling